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Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki, 2017, Volume 27, Issue 3, Pages 299–308
DOI: https://doi.org/10.20537/vm170301 (Mi vuu589) 		 
MATHEMATICS

Randomized Nash equilibrium for differential games

Y. V. Averboukh

N. N. Krasovskii Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, ul. S. Kovalevskoi, 16, Yekaterinburg, 620990, Russia
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DOI: https://doi.org/10.20537/vm170301
Abstract: The paper is concerned with the randomized Nash equilibrium for a nonzero-sum deterministic differential game of two players. We assume that each player is informed about the control of the partner realized up to the current moment. Therefore, the game is formalized in the class of randomized non-anticipative strategies. The main result of the paper is the characterization of a set of Nash values considered as pairs of expected players' outcomes. The characterization involves the value functions of the auxiliary zero-sum games. As a corollary we get that the set of Nash values in the case when the players use randomized strategies is a convex hull of the set of Nash values in the class of deterministic strategies. Additionally, we present an example showing that the randomized strategies can enhance the outcome of the players.
Keywords: differential games, Nash equilibrium, randomized strategies.
Funding agency Grant number
Russian Science Foundation 17-11-01093
This work was supported by the Russian Science Foundation (project no. 17-11-01093).
Received: 02.08.2017
Bibliographic databases:
Document Type: Article
UDC: 517.977.8
MSC: 91A23, 91A10, 91A05
Language: English
Citation: Y. V. Averboukh, “Randomized Nash equilibrium for differential games”, Vestn. Udmurtsk. Univ. Mat. Mekh. Komp. Nauki, 27:3 (2017), 299–308
Citation in format AMSBIB
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\issue 3
\pages 299--308
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\crossref{https://doi.org/10.20537/vm170301}
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    		Вестник Удмуртского университета. Математика. Механика. Компьютерные науки
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